I'll reinstall and show the steps:
Click the
MS SkyMarket.cab
Decide where you want to install Device/Storage Card
Hit Install
Successfully installed
Hit ok
Start / All Programs
Go to the bottom of the list and look for WM Marketplace - select
When it opens it asks to download and install - select yes
It will download a 686k File / It will install the rest of the files
From there you should be able to accept, blah blah and then run the program.
Sorry if I dumbed it down. I just went step by step on my installation process.